+8.7%
PTC vs TW
+26.2%
-17.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.9% | -6.3% |
| 7D | -10.3% | -2.3% | -7.9% | -9.6% |
| 30D | +1.1% | +3.9% | -2.8% | -0.2% |
| 3M | +1.6% | +5.7% | -4.1% | -0.9% |
| 6M | -13.5% | -14.5% | +1.1% | -9.2% |
| YTD | -19.1% | -0.9% | -18.2% | -19.6% |
| 1Y | -33.9% | -13.5% | -20.4% | -31.2% |
| 3Y | -3.9% | +25.0% | -28.9% | -16.9% |
| All | +8.7% | +26.2% | -17.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling